+235.4%
SAP vs QID
-99.1%
+334.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | +0.2% |
| 7D | -3.9% | -11.8% | +7.9% | -8.0% |
| 30D | +6.5% | +14.2% | -7.7% | +12.2% |
| 3M | +14.7% | +8.8% | +5.9% | +18.9% |
| 6M | +39.9% | +1.5% | +38.4% | +41.9% |
| YTD | -2.0% | -23.8% | +21.8% | -9.8% |
| 1Y | -6.0% | -22.0% | +16.0% | -12.4% |
| 3Y | +67.7% | -71.9% | +139.6% | +15.1% |
| 5Y | +78.8% | -77.6% | +156.4% | +30.5% |
| All | +235.4% | -99.1% | +334.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling